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Basic econometrics /
| Autor principal: | |
|---|---|
| Formato: | Software Libro |
| Lenguaje: | English |
| Publicado: |
Boston :
McGraw Hill,
c2003.
|
| Edición: | 4th ed. |
| Materias: |
Tabla de Contenidos:
- Pt. 1. Single-equation regression models. The nature of regression analysis
- Two-variable regression analysis : some basic ideas
- Two-variable regression model : the problem of estimation
- Classical normal linear regression model (CNLRM)
- Two-variable regression : interval estimation and hypothesis testing
- Extensions of the two-variable linear regression model
- Multiple regression analysis : the problem of estimation
- Multiple regression analysis : the problem of inference
- Dummy variable regression models
- Pt. 2. Relaxing the assumptions of the classical model. Multicollinearity : what happens if the regressors are correlated
- Heteroscedasticity : what happens if the error variance is nonconstant?
- Autocorrelation : what happens if the error terms are correlated
- Econometric modeling : model specification and diagnostic testing
- Pt. 3. Topics in econometrics. Nonlinear regression models
- Qualitative response regression models
- Panel data regression models
- Dynamic econometric models : autoregressive and distributed-lag models
- Pt. 4. Simultaneous-equation models. Simultaneous-equation models
- The identification problem
- Simultaneous-equation methods
- Time series econometrics : some basic concepts
- Time series econometrics : forecasting.